In this article, a new numerical method based on triangular functions for solving nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It\^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.
Asgari, M. & khodabin, M. (2017). Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations. International Journal of Nonlinear Analysis and Applications, 8(2), 169–179. https://doi.org/10.22075/ijnaa.2017.1023.1198
MLA
Asgari, M., & khodabin, M. "Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations", International Journal of Nonlinear Analysis and Applications, 8, 2, 2017, 169–179. doi: 10.22075/ijnaa.2017.1023.1198
HARVARD
Asgari, M., & khodabin, M. (2017). 'Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations', International Journal of Nonlinear Analysis and Applications, 8(2), pp. 169–179. doi: 10.22075/ijnaa.2017.1023.1198
CHICAGO
Asgari, M. & khodabin, M., "Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations." International Journal of Nonlinear Analysis and Applications, 8 2 (2017): 169–179, doi: 10.22075/ijnaa.2017.1023.1198
VANCOUVER
Asgari M., khodabin M. Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations. IJNAA. 2017;8(2):169–179. doi: 10.22075/ijnaa.2017.1023.1198
International Journal of Nonlinear Analysis and Applications